Tests and more tests. Can't I just be pregnant already?

Sorry I haven't posted in awhile; I've been busy with work and trying to get all my basic fertility work-ups (tests and etc.) done. They gave me a physical and drew my blood to test for FSH (follicle stimulating hormone) levels. For those wondering, it is one of the first tests the doc runs on you before you start trying to get preggo via DI.

Maybe they do it for non-DI women too? Anyways, I learned that I'm perfectly healthy and that FSH is produced by the pituitary gland at the base of the brain and basically tells you premature eggs to start growing (the eggs grow inside follicles). It is one of the most important hormones involved in stimulating the ovaries to grow healthy eggs (I sound very official, don't I;p I learned the hard way the more questions you ask, the better). 

My FSH level is 11 (I'm 32), which is apparently borderline between ok and not-so-good. I'm depressed but still hopeful. My doc told me that it just means the quantity of eggs I produce might be less than if I had normal FSH, but that they are probably still decent quality, so ivf might be an option if the IUIs don't work.

Sigh. I'm so bummed, really. Who ever thought getting pregnant would be this involved; to top it off, I still haven't even chosen my sperm donor. The doc recommended I start on injections (!?!) of Gonal-F but I'm unsure about going the drug route. Thoughts?